I may have to get involved in some projects using Basel II, III model for risk modeling, to which I have no background. Are there any good book/tutorials to recommend? What are the underlying statistical models for Basel II/III. Thanks.
1 Answer
A good place to start is the BIS (Bank for International Settlements) site. To be more specific on the Basel Committee on Banking Supervision part of the site.
http://www.bis.org/bcbs/index.htm
In my case (Brasil´s Basel III) the central bank page is the best place to look for the specifics of Basel III implementation for my country. I imagine that´s the case in other countries as well.
I also like this Accenture Basel III Handbook for reference (http://www.accenture.com/SiteCollectionDocuments/PDF/Accenture-Basel-III-Handbook.pdf)
As i said it is important to pay attention to the specifics of your country implementation, as it can change from country to country.